refactor: 프로젝트명 bithumb으로 변경 및 futures 파이프라인 제거
deepcoin 패키지를 bithumb으로 rename하고, 3단계 live 운영·사이징 튜닝·텔레그램 알림을 통합한다. Co-authored-by: Cursor <cursoragent@cursor.com>
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.env.example
23
.env.example
@@ -1,4 +1,4 @@
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# DeepCoin — .env.example (비밀값 없음). 복사: cp .env.example .env
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# Bithumb — .env.example (비밀값 없음). 복사: cp .env.example .env
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# --- 빗썸 API (캔들 수집은 Public API, 키 선택) ---
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BITHUMB_ACCESS_KEY=
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@@ -52,14 +52,6 @@ GROUND_TRUTH_CHART_V1_FILE=docs/spot/0_ground_truth/ground_truth_chart_v1.html
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GROUND_TRUTH_CHART_V2_FILE=docs/spot/0_ground_truth/ground_truth_chart_v2.html
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GROUND_TRUTH_CHART_V3_FILE=docs/spot/0_ground_truth/ground_truth_chart_v3.html
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# --- 0단계: 선물 GT ---
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GROUND_TRUTH_FUTURES_FILE=data/futures/ground_truth/ground_truth_trades_v3.json
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GROUND_TRUTH_FUTURES_V1_FILE=data/futures/ground_truth/ground_truth_trades_v1.json
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GROUND_TRUTH_FUTURES_V2_FILE=data/futures/ground_truth/ground_truth_trades_v2.json
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GROUND_TRUTH_FUTURES_CHART_V1_FILE=docs/futures/0_ground_truth/ground_truth_chart_v1.html
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GROUND_TRUTH_FUTURES_CHART_V2_FILE=docs/futures/0_ground_truth/ground_truth_chart_v2.html
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GROUND_TRUTH_FUTURES_CHART_V3_FILE=docs/futures/0_ground_truth/ground_truth_chart_v3.html
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# --- 현물 1단계: GT sim ---
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GROUND_TRUTH_CHART_SIM_V1_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v1.html
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GROUND_TRUTH_CHART_SIM_V2_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v2.html
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@@ -78,13 +70,21 @@ CAUSAL_SIM_REPORT_JSON=docs/spot/2_analysis/causal_sim_report.json
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CAUSAL_SIM_REPORT_HTML=docs/spot/2_analysis/causal_sim_report.html
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# --- 현물 3단계: 운영 (기본 paper) ---
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# live 전환: OPS_MODE=live → bash scripts/3_run_fractal_live.sh
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OPS_MODE=paper
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OPS_TECHNIQUE_ID=fractal_swing
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OPS_MTF_ENABLED=false
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OPS_TREND_GATE_ENABLED=false
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OPS_DAILY_MAX_TRADES=100
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OPS_MIN_ORDER_KRW=5000
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# 1회 매수·매도 분할 (0.10=총평가/보유의 10%, 20만원→약 2만원/회)
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OPS_BUY_CASH_PCT=0.10
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OPS_SELL_COIN_PCT=0.10
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OPS_SLIPPAGE_RATE=0.0005
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# 빗썸 시장가 매수 시 주문금액+예약수수료 lock (전액 주문 400 방지)
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OPS_EXCHANGE_FEE_LOCK_RATE=0.0025
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# live 시장가 매수 안전 여유: floor(가용/(1+lock)) - N원
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OPS_BUY_SAFETY_BUFFER_KRW=1000
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OPS_ORDER_INTERVAL_SEC=0.35
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OPS_SYNC_CANDLES=true
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# 비우면 DOWNLOAD_INTERVALS 전체 증분 sync
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@@ -94,9 +94,10 @@ OPS_SIGNAL_TAIL_BARS=800
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OPS_STATE_JSON=data/spot/operations/fractal_ops_state.json
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OPS_REPORT_JSON=docs/spot/3_operations/fractal_ops_report.json
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OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/fractal_filtered_backtest_report.json
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# 1_tune_order_sizing.py 학습 결과 (sim/live/backtest 공통)
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OPS_SIZING_RULES_JSON=data/spot/operations/sizing_rules.json
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# composite_v3 운영 시: OPS_TECHNIQUE_ID=composite_v3, OPS_MIN_SCORE=2.5, OPS_MTF_ENABLED=true
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# 폴더 구조: data|docs / {common, spot, futures}
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# 폴더 구조: data|docs / {common, spot}
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# common — coins.db 등 공유 리소스
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# spot — 현물 GT·기법·분석·운영
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# futures — 선물 GT·분석·운영
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